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fitHeavyTail - MaRDI portal

fitHeavyTail (Q92791)

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Mean and Covariance Matrix Estimation under Heavy Tails
Language Label Description Also known as
English
fitHeavyTail
Mean and Covariance Matrix Estimation under Heavy Tails

    Statements

    instance of
    R package
    0 references
    last update
    1 May 2023
    0 references
    software version identifier
    0.1.4
    publication date
    11 May 2022
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    0.2.0
    publication date
    1 May 2023
    0 references
    author
    Daniel P. Palomar
    0 references
    Rui Zhou
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    Xiwen Wang
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    imports
    stats
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    ICSNP
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    mvtnorm
    0 references
    ghyp
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    numDeriv
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    CRAN project
    fitHeavyTail
    0 references
    programmed in
    R
    0 references
     
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